+10,816.5%
ADP vs CI
+7,591.2%
+3,225.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +2.8% | +4.4% | -1.7% | +1.7% |
| 3M | +20.9% | +0.7% | +20.3% | +20.5% |
| 6M | +29.9% | +0.3% | +29.5% | +29.2% |
| YTD | +9.6% | +3.8% | +5.8% | +8.1% |
| 1Y | -5.3% | -5.5% | +0.2% | -5.2% |
| 3Y | +16.5% | +8.1% | +8.4% | +10.9% |
| 5Y | +49.4% | +42.8% | +6.6% | +31.9% |
| 10Y | +282.2% | +143.9% | +138.3% | +190.5% |
| All | +10,816.5% | +7,591.2% | +3,225.3% | +3,034.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling